Transition is about gender identity, not having sex. It takes some people quite a while to get their heads wrapped around that concept. Think of it this way, Your significant other is doing this because the person (s)he is inside, conflicts with the person they are on the outside; not because they want to go out and have sex with another man.
Imagine for a moment that you know your body was wrong, your brain was telling you that should have 6 limbs but you only have 4. Everyone tells you that's just how it is supposed to be, but you know that isn't right. That's similar to what a transsexual feels.
Your significant other has a penis and looks like a man, all the while their heart, brain, and soul are screaming that this isn't right; day in and day out, probably since early childhood when their body awareness first developed. That is Gender Dysphoria.
If we are religious we pray for god to fix this cruel joke, to make us right, "Let me wake up a woman." I personally cannot tell you how many times I have made that prayer. We are ashamed to be something less than a man. We try to hide it, fit into society's mold. Many Male-to-Female transsexuals take on hyper-masculine jobs and identities in the quest to deny themselves. To try to man up, like our dads tell us so often as kids. We wear masks that we often don't even admit even to our own selves.
We are drawn to the feminine. We buy, borrow, and steal women's clothing to gain for even a minute a relief from the feelings we keep locked deep inside. We frequently purge our self of anything feminine out of the guilt that we are not being what our families expect, and society have told us we should be, and how we should act. The funny thing is that need to purge goes away when you start to accept yourself for who you really are. You begin to lose the turmoil that denying your self brings when you start being honest with yourself, and the ones you love.
I think that it is because we are following the path that we were intended to all along.
Therapy can help both you and your significant other find the right path through it.
I would I could reassure you, but it tends to get worse with time.